Anic Equity¶

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Total return since start: 0.603 %¶

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Equity now: -----------------------------> 48965.92 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42282.32 Kr¶

PnL: ---------------------------------------> -150.96 Kr¶

DD now: ---------------------------------> -7.821 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 12:58:06.477768'

Anic Portfolio¶

Today¶

Return: -0.684 %¶

This Week¶

Return: -0.684 %¶

Total portfolio value¶

Return including deposits: 60.302 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.220000 1663.020000 195.480000 13.320000 1467.540000
Orrön Energy 180 1.060000 2061.900000 24.300000 1.190000 2037.600000
Hoist Finance 35 2.330000 1001.000000 22.750000 2.330000 978.250000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
JM 6 1.320000 873.600000 11.400000 1.320000 862.200000
Sagax B 4 1.310000 863.200000 11.200000 1.310000 852.000000
Catena 2 1.420000 800.800000 11.200000 1.420000 789.600000
BioGaia B 8 0.950000 936.800000 8.800000 0.950000 928.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Atrium Ljungberg B 5 0.800000 940.500000 7.500000 0.800000 933.000000
Platzer Fastigheter Holding B 12 0.750000 966.000000 7.200000 0.750000 958.800000
ASSA ABLOY B 3 0.500000 780.900000 3.900000 0.500000 777.000000
AcadeMedia 8 0.500000 404.800000 3.600000 0.900000 401.200000
EQT 4 0.290000 832.000000 2.400000 0.290000 829.600000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
Bilia A 8 -0.270000 896.800000 -0.800000 -0.090000 897.600000
SKF B 5 -0.190000 936.250000 -1.750000 -0.190000 938.000000
Byggmax Group 33 -0.550000 949.080000 -5.280000 -0.550000 954.360000
Hexatronic Group 12 -0.670000 958.080000 -6.480000 -0.670000 964.560000
OX2 13 -0.750000 940.550000 -7.150000 -0.750000 947.700000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Addnode Group B 11 -2.280000 897.600000 -20.900000 -2.280000 918.500000
Latour B 4 -3.270000 827.200000 -28.000000 -3.270000 855.200000
Indutrade 5 -2.840000 1180.000000 -34.500000 -2.840000 1214.500000
VEF 909 -2.260000 1810.730000 -34.540000 -1.870000 1845.270000
Vitec Software Group B 2 -3.600000 1045.000000 -39.000000 -3.600000 1084.000000
Hexagon B 26 -1.240000 3408.600000 -42.900000 -1.240000 3451.500000
Bufab 3 -4.880000 1052.400000 -54.000000 -4.880000 1106.400000
BHG Group 97 -4.530000 1390.010000 -64.990000 -4.470000 1455.000000
INVISIO 16 -2.390000 3592.000000 -88.000000 -2.390000 3680.000000
TOTAL 42282.320000 -150.960000 -7.82079% 42433.280000

Updated:¶

'2023-07-03 12:58:23.232948'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶